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We obtain Gaussian upper and lower bounds on the transition density q_t(x,y) of the continuous time simple random walk on a supercritical percolation cluster C_{\infty} in the Euclidean lattice. The bounds, analogous to Aronsen's bounds for…

概率论 · 数学 2007-05-23 Martin T. Barlow

We investigate fluctuation phenomena for the graph distance and the number of cut points associated with random media arising from the range of a random walk. Our results demonstrate a sequence of dimension-dependent phase transitions in…

概率论 · 数学 2026-03-18 Arka Adhikari , Izumi Okada

In search for mathematically tractable models of anomalous diffusion, we introduce a simple dynamical system consisting of a chain of coupled maps of the interval whose Lyapunov exponents vanish everywhere. The volume preserving property…

数学物理 · 物理学 2013-10-03 Lucia Salari , Lamberto Rondoni , Claudio Giberti

In a physical system, changing parameters such as temperature can induce a phase transition: an abrupt change from one state of matter to another. Analogous phenomena have recently been observed in large language models. Typically, the task…

机器学习 · 计算机科学 2024-05-28 Julian Arnold , Flemming Holtorf , Frank Schäfer , Niels Lörch

We consider a generalization of a one-dimensional stochastic process known in the physical literature as L\'evy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points,…

The purpose of this article is to present a general method to find limiting laws for some renormalized statistics on random permutations. The model considered here is Ewens sampling model, which generalizes uniform random permutations. We…

概率论 · 数学 2013-10-28 Valentin Féray

We study asymptotic behavior, for large time $n$, of the transition probability of a two-dimensional random walk killed when entering into a non-empty finite subset $A$. We show that it behaves like $4 \tilde u_A(x) \tilde u_{-A}(-y) (\lg…

概率论 · 数学 2016-10-06 Kohei Uchiyama

We study random walks evolving in continuous time on a one-dimensional lattice where each site $x$ hosts a quenched random potential $U_x$. The potentials on different sites are independent, identically distributed Gaussian random…

统计力学 · 物理学 2026-02-27 Silvio Kalaj , Enzo Marinari , Gleb Oshanin , Luca Peliti

This paper presents necessary and sufficient conditions for on- and off-diagonal transition probability estimates for random walks on weighted graphs. On the integer lattice and on may fractal type graphs both the volume of a ball and the…

概率论 · 数学 2008-01-17 Andras Telcs

A possible mechanism leading to anomalous diffusion is the presence of long-range correlations in time between the displacements of the particles. Fractional Brownian motion, a non-Markovian self-similar Gaussian process with stationary…

统计力学 · 物理学 2019-04-03 Alexander H O Wada , Alex Warhover , Thomas Vojta

We considered diffusion-driven processes on small-world networks with distance-dependent random links. The study of diffusion on such networks is motivated by transport on randomly folded polymer chains, synchronization problems in…

统计力学 · 物理学 2007-09-05 Balazs Kozma , Matthew B. Hastings , G. Korniss

For a homogeneous random walk in the quarter plane with nearest-neighbor transitions, starting from some state $(i_0,j_0)$, we study the event that the walk reaches the vertical axis, before reaching the horizontal axis. We derive an exact…

概率论 · 数学 2013-06-18 Johan S. H. van Leeuwaarden , Kilian Raschel

Daily, are reported systems in nature that present anomalous diffusion phenomena due to irregularities of medium, traps or reactions process. In this scenario, the diffusion with traps or localised--reactions emerge through various…

统计力学 · 物理学 2019-05-01 Maike A. F. dos Santos

This paper considers an infinite system of instantaneously coalescing rate one simple random walks on $\mathbb{Z}^2$, started from the initial condition with all sites in $\mathbb{Z}^2$ occupied. We show that the correlation functions of…

概率论 · 数学 2019-05-16 Jamie Lukins , Roger Tribe , Oleg Zaboronski

We study the first exit time $\tau$ from an arbitrary cone with apex at the origin by a non-homogeneous random walk (Markov chain) on $\Z^d$ ($d \geq 2$) with mean drift that is asymptotically zero. Specifically, if the mean drift at $\bx…

概率论 · 数学 2010-07-27 Iain M. MacPhee , Mikhail V. Menshikov , Andrew R. Wade

We study continuous-time (variable speed) random walks in random environments on $\mathbb{Z}^d$, $d\ge2$, where, at time $t$, the walk at $x$ jumps across edge $(x,y)$ at time-dependent rate $a_t(x,y)$. The rates, which we assume stationary…

概率论 · 数学 2020-01-06 Marek Biskup , Pierre-François Rodriguez

Axis-driven random walks were introduced by P. Andreoletti and P. Debs [AD23] to provide a rough description of the behaviour of a particle trapped in a localized force field. In contrast to their work, we examine the scenario where a…

概率论 · 数学 2024-11-25 Pierre Andreoletti

We study L\'evy walks in quenched disordered one-dimensional media, with scatterers spaced according to a long-tailed distribution. By analyzing the scaling relations for the random-walk probability and for the resistivity in the equivalent…

统计力学 · 物理学 2015-05-18 R. Burioni , L. Caniparoli , A. Vezzani

From a variety of long simulations of all-atom butane using both stochastic and fully-solved molecular dynamics, we have uncovered striking generic behavior which also occurs in one-dimensional systems. We find an apparently universal…

化学物理 · 物理学 2009-11-07 Daniel M. Zuckerman , Thomas B. Woolf

The results in this paper provide new information on asymptotic properties of classical models: the neutral Kingman coalescent under a general finite-alleles, parent-dependent mutation mechanism, and its generalisation, the ancestral…

概率论 · 数学 2022-07-08 Martina Favero , Henrik Hult